Letterman 'kidnaps' Bill Murray

Bill Murray was blindfolded and bundled into the back of a van with his hands tied behind his back as part of a fake kidnapping for David Letterman's talk show this week.

Murray staged a dramatic entrance for his appearance on the Late Show with David Letterman on Thursday and was seen being pulled from the trunk of an SUV by two burly men as part of the opening sequence.

Murray's hands were untied and a black bag was removed from over his head before he was dragged to the TV studio entrance, sobbing and begging his captors, "please don't kill me."

He was then hit with a fake stun gun and shoved through the door before collapsing on the set with Letterman.

The 62-year-old actor sat down with the host and appeared short of breath as he quipped: "It's nice to be back."